Alexander Malanov

Experience

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  DATADVANCE

  Sept 2008 - Mar 2011

  Senior Software Developer

  Data science toolkit software developer.* Developed math optimization algorithm for high dimensional space* Created 3D models of airplane nacelle and winglet * Created UI for 3d aircraft model visualization

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  Sberbank

  Apr 2011 - May 2021

  * Product owner of online bank NII, ALM risk metrics forecasting real-time app for top managers. The app calculates P&L & ALM-risks effects from change in FTP, products margin or balance sheet structure. The tool was presented at 3 international ALM conferences and by CFO to a head of Russian Central Bank* Product owner of a system for detailed balance sheet, ALM risks and P&L forecasting. The system reduced resources necessary to forecast P&L and ALM risks from 15 man/day to 1 man/day* Created ML tool for balance sheet structure optimization in Python: find efficient balance product structure based on products’ elasticity, find optimal FTP curve structure* Arranged Data Science education course for Treasury team by Skolkovo Institute of Science and Technology* Led business planning process from Treasury side: coordination of ~30 people, interaction with business blocks and Finance, P&L effects estimation, origination and implementation of P&L raise ideas* “Models for holistic balance sheet management” - best report on AI/ML for Quant Finance conf. 2019, London Show less

  • VP, Sberbank Merchant Banking (Sberbank Investments)

    Feb 2020 - May 2021

  • Treasury

    Oct 2016 - Feb 2020

  • Senior Analyst, Financial Market Management Reporting

    Apr 2011 - Sept 2016
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  Innotech

  May 2021 - now

  Senior Business Analyst, Product Owner

  ALM system implementation. Functional architecture. Concept. Product vision. Methodology.Together with a big team we successfully implemented MVP in 6 month and now are moving to a fully functional rich ALM calculation engine.